Jin Zhu

I think this problem might come from the setting of SWIG in Linux, and I need some time to fix it. I suggest to use rpy2 (https://rpy2.github.io/doc/v2.9.x/html/introduction.html) to call R...

@oooo26 ，I think we can first work on classification with auc, and then, turn to this issue.

definition of C-index: https://statisticaloddsandends.wordpress.com/2019/10/26/what-is-harrells-c-index/. I also recommend implementing C-index following some mature libraries like ranger: https://github.com/imbs-hl/ranger/blob/master/src/TreeSurvival.cpp.

@oooo26 ，what about add a parameter for API?

Thank you for your constructive comment! I have quickly read some statistical inference papers on high-dimensional variable selection. One method is based on the residual bootstrap method (DOI: 10.1198/jasa.2011.tm10159), which...

I have read the documentation for the `marginaleffect` package (https://vincentarelbundock.github.io). It is a great package that provides detailed tutorials. I also largely agree that we can implement bootstrapping using this...

Hi @tomwenseleers, thank you for your input. Could you please provide corresponding statistical references for the method you mentioned above? Perhaps we should first thoroughly review the literature before providing...

@tomwenseleers Thank you for providing us with a comprehensive explanation of your proposed method. After conducting a thorough search based on your description, we were unable to find any relevant...

@belzheng , does it still appear in the latest `abess` python package?

@tomwenseleers , thanks for your questions! I have reproduced the results based on your pasted code, and I notice that the sample size may be insufficient for recovering such a...